Exponential stability of stochastic systems: A pathwise approach

DOI10.1142/S0219493722400123MaRDI QIDQ5083419zbMATH OpenOpenAlexWikidataFDO

Authors Luu Hoang Duc

Publication date 20 June 2022

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493722400123

zbMATH Keywords

exponential stabilityrough differential equationsrough integralsrough path theorystochastic differential equations (SDE)stochastic stability

Mathematics Subject Classification ID

Stability theory for random and stochastic dynamical systems (37H30) Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
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• Rough differential equations with unbounded drift term
• Rough path analysis via fractional calculus
• The conjugacy of stochastic and random differential equations and the existence of global attractors

Cited in

(6)

• Exponential stability of stochastic systems with hysteresis switching
• On exponential stability of composite stochastic control systems
• Notions of exponential robust stochastic stability, ISS and their Lyapunov characterizations
• Stability criteria for rough systems
• Invariant manifolds and stability for rough differential equations
• Exponential stabilization of nonlinear stochastic systems

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